Singular value decomposition-based MA order determination of non-Gaussian ARMA models.

Xian-Da Zhang Yuan-Sheng Zhang

Published in: IEEE Trans. Signal Process. (1993)

Keyphrases

singular value decomposition
autoregressive
singular values
least squares
dimension reduction
principal component analysis
autoregressive moving average
data sets
neural network
image processing
model selection
latent semantic indexing
singular vectors